RSI(14) on identical closes: Wilder's smoothing against a simple average

Name: RSI(14) on identical closes: Wilder's smoothing against a simple average
Creator: Strasmore
Published: 2026-08-17
License: https://www.strasmore.com/terms/

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-08-17, from Why Your RSI Differs Between Platforms.

as of 2026-08-17 series 60×4read in context →

RSI(14) on identical closes: Wilder's smoothing against a simple average — 60 rows by 4 columns, computed 2026-08-17 from US exchange, SIP and OPRA data.
date	rsi_wilder	rsi_simple	rsi_spread
2026-04-06	54.41	59.73	5.32
2026-04-07	46.88	48.96	2.08
2026-04-08	53.81	62.41	8.6
2026-04-09	55.65	65.7	10.05
2026-04-10	55.63	67.47	11.84
2026-04-13	53.64	61.5	7.86
2026-04-14	53.05	60.65	7.6
2026-04-15	62.24	67.1	4.86
2026-04-16	57.42	62.18	4.76
2026-04-17	64.16	73.36	9.2
2026-04-20	66.52	78.4	11.88
2026-04-21	56.72	63.39	6.67
2026-04-22	62.73	67.06	4.33
2026-04-23	62.94	67.04	4.1
2026-04-24	59.7	62.01	2.31
2026-04-27	55.24	64.43	9.19
2026-04-28	58.26	62.67	4.41
2026-04-29	57.53	60.63	3.1
2026-04-30	58.74	61.64	2.9
2026-05-01	66.43	69.31	2.88
2026-05-04	61.76	65.75	3.99
2026-05-05	67.26	65.59	1.67
2026-05-06	69.41	71.07	1.66
2026-05-07	69.31	67.06	2.25
2026-05-08	72.94	68.94	4
2026-05-11	71.94	78.04	6.1
2026-05-12	73.25	75.51	2.26
2026-05-13	75.59	77.53	1.94
2026-05-14	74.45	80.51	6.06
2026-05-15	75.66	87.88	12.22
2026-05-18	71.35	82.03	10.68
2026-05-19	72.16	83.54	11.38
2026-05-20	74.41	84.3	9.89
2026-05-21	76.15	81.87	5.72
2026-05-22	78.36	90.48	12.12
2026-05-26	77.37	86.98	9.61
2026-05-27	78.85	86.65	7.8
2026-05-28	79.79	87.5	7.71
2026-05-29	78.77	83.46	4.69
2026-06-01	67.01	70.58	3.57
2026-06-02	73.58	75.58	2
2026-06-03	65.74	63.98	1.76
2026-06-04	66.5	65.85	0.65
2026-06-05	60.72	58.28	2.44
2026-06-08	53.29	53.99	0.7
2026-06-09	42.64	42.51	0.13
2026-06-10	43.78	40.11	3.67
2026-06-11	48.12	41.53	6.59
2026-06-12	44.05	34.19	9.86
2026-06-15	49.46	40.19	9.27
2026-06-16	52.12	40.49	11.63
2026-06-17	48.89	36.79	12.1
2026-06-18	50.94	39.07	11.87
2026-06-22	49.89	42.19	7.7
2026-06-23	47.07	30.41	16.66
2026-06-24	45.81	32.69	13.12
2026-06-25	32.2	22.9	9.3
2026-06-26	41.25	33.48	7.77
2026-06-29	39.9	35.35	4.55
2026-06-30	46.91	49.07	2.16

Rows × columns: 60 × 4
Period covered: 2026-04-06 to 2026-06-30
Computed: 2026-08-17
Completeness: No missing values
Source: US exchange, SIP and OPRA market data
Licence: Strasmore terms · free, no signup
Formats: JSON · CSV · the SQL below

What each column holds

Column definitions for RSI(14) on identical closes: Wilder's smoothing against a simple average, derived from the stored result.
Column	Type	Range
`date`	date	2026-04-06 to 2026-06-30
`rsi_wilder`	number	32.2 to 79.79
`rsi_simple`	number	22.9 to 90.48
`rsi_spread`	number	0.13 to 16.66

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on 2026-08-17, and the query below is what returned them.

the exact SQL behind every number

WITH
    daily AS
    (
        SELECT arraySort(groupArray((day, px))) AS pts
        FROM
        (
            SELECT
                date                  AS day,
                toFloat64(max(close)) AS px
            FROM global_markets.stocks_daily_aggs
            WHERE ticker = 'AAPL'
              AND date >= '2025-01-02'
              AND date <= '2026-06-30'
            GROUP BY day
        )
    ),
    steps AS
    (
        SELECT
            arrayMap(p -> p.1, pts)                                 AS days,
            arrayPopFront(arrayDifference(arrayMap(p -> p.2, pts))) AS chg
        FROM daily
    ),
    points AS
    (
        SELECT
            days,
            arrayMap(x -> greatest(x, 0.0),  chg) AS up,
            arrayMap(x -> greatest(-x, 0.0), chg) AS dn,
            arrayJoin(arrayMap(k -> toInt64(k), arraySlice(arrayEnumerate(chg), -60))) AS e
        FROM steps
    ),
    averages AS
    (
        SELECT
            days[e + 1] AS day,
            (arraySum(arraySlice(up, 1, 14)) / 14) * pow(13.0 / 14.0, e - 14)
                + arraySum(arrayMap((g, j) -> g * pow(13.0 / 14.0, toInt64(j) - 1),
                      arrayReverse(arraySlice(up, 15, e - 14)),
                      arrayEnumerate(arraySlice(up, 15, e - 14)))) / 14 AS up_wilder,
            (arraySum(arraySlice(dn, 1, 14)) / 14) * pow(13.0 / 14.0, e - 14)
                + arraySum(arrayMap((g, j) -> g * pow(13.0 / 14.0, toInt64(j) - 1),
                      arrayReverse(arraySlice(dn, 15, e - 14)),
                      arrayEnumerate(arraySlice(dn, 15, e - 14)))) / 14 AS dn_wilder,
            arraySum(arraySlice(up, e - 13, 14)) / 14 AS up_simple,
            arraySum(arraySlice(dn, e - 13, 14)) / 14 AS dn_simple
        FROM points
    )
SELECT
    toString(day)                                                         AS date,
    round(100 - 100 / (1 + up_wilder / greatest(dn_wilder, 0.000001)), 2) AS rsi_wilder,
    round(100 - 100 / (1 + up_simple / greatest(dn_simple, 0.000001)), 2) AS rsi_simple,
    round(abs(rsi_wilder - rsi_simple), 2)                                AS rsi_spread
FROM averages
ORDER BY date

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